-6.8%
ELF vs AMBA
-33.1%
+26.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.4% | +6.1% | -2.6% |
| 7D | -2.7% | -14.6% | +11.8% | -1.7% |
| 30D | +6.9% | -18.8% | +25.7% | +8.3% |
| 3M | +27.2% | -32.6% | +59.8% | +30.8% |
| 6M | +84.9% | -25.8% | +110.7% | +86.3% |
| YTD | +44.5% | -22.1% | +66.6% | +40.1% |
| 1Y | -6.8% | -36.2% | +29.4% | -13.6% |
| All | -6.8% | -33.1% | +26.3% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling